Login Page - Create Account

Support Board


Date/Time: Fri, 29 Mar 2024 06:59:42 +0000



Post From: Unable to Display Historical market depth on ticker

[2020-01-07 20:25:08]
Raj_G - Posts: 7
Hello There,

I'm using SC historical data feed only with service package 5 and trying to display historical market depth for one stock ticker "AAPL" and one Futures contract "ESH20". I'm unable to display historical market depth, though data candlestick is updating regularly on both charts. Can I display market depth (even if delayed) for US stocks and Futures with SC delayed data aka historical data feed?

I've followed every step mentioned at page Market Depth Historical Graph and the troubleshooting market depth display at https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375&Name=Market_Depth_Historical_Graph#MarketDepthHistoricalGraphNotDisplaying.

When I open the trading DOM, there is nothing visible in terms of what data should look like. It is an empty DOM no matter what I do. Guideline for this is to connect data feed, which is you guys for me here.

Below is a snippet from message log

Triggering next historical data download in queue. | 2020-01-07 14:06:05.002
AAPL 1 Trades #2 | Reloading chart. | 2020-01-07 14:06:50.047
+ Loading market depth data. | 2020-01-07 14:06:50.145
Using SC exchange feed2. Symbol: ES?## | 2020-01-07 14:07:00.165
ESH20 1 Trades #2 | Reloading chart. | 2020-01-07 14:07:00.167
Using SC exchange feed2. Symbol: ES?## | 2020-01-07 14:07:00.659
Mapping ESH20 to ESH20. Service code: cme | 2020-01-07 14:07:00.659
SC DTC Delayed Exchange Data | Starting real-time market data updates for: ESH20 (ESH20). ID: 2 Service code: cme | 2020-01-07 14:07:00.659
SC DTC Delayed Exchange Data | Connecting to the server ds23.sierracharts.com. Port 10044 | 2020-01-07 14:07:00.659
SC DTC Delayed Exchange Data | Requesting security definition data for: ESH20 (ESH20). ID: 2 | 2020-01-07 14:07:00.659
Requesting market depth updates for: ESH20 if supported. | 2020-01-07 14:07:00.659
Separate subscription for market depth updates not supported. ESH20 | 2020-01-07 14:07:00.659
Using SC exchange feed2. Symbol: ES?## | 2020-01-07 14:07:00.659
Added historical Intraday data request for ESH20 to the queue. | 2020-01-07 14:07:00.659
Intraday data recording state for symbol ESH20 is set to download 'Pending'. | 2020-01-07 14:07:00.659
Triggering next historical data download in queue. | 2020-01-07 14:07:00.659
DTC Client socket (1) | Creating socket. | 2020-01-07 14:07:00.660
DTC Client socket (1) | Connecting to IP: 216.1.90.130. | 2020-01-07 14:07:00.660
Delaying start of download for ESH20 | 2020-01-07 14:07:00.661
+ Loading market depth data. | 2020-01-07 14:07:00.853
Using SC exchange feed2. Symbol: ES?## | 2020-01-07 14:07:08.559
ESH20[M] 11 Trades #2 | Reloading chart. | 2020-01-07 14:07:08.560
+ Loading market depth data. | 2020-01-07 14:07:08.732
DTC Client socket (1) | Connect event error. Windows error code 10060: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond. | 2020-01-07 14:07:21.667 *
DTC Client socket (1) | CloseSocket call. | 2020-01-07 14:07:21.668
DTC Client socket (0) | CloseSocket call. | 2020-01-07 14:07:21.668
SC DTC Delayed Exchange Data | Disconnected from the server. | 2020-01-07 14:07:21.668
SC DTC Delayed Exchange Data | Data feed disconnected. Will reconnect in 2 seconds. | 2020-01-07 14:07:21.668
DTC Client socket (1) | Closed. | 2020-01-07 14:07:21.668
SC DTC Delayed Exchange Data | Connecting to the server ds23.sierracharts.com. Port 10043 | 2020-01-07 14:07:23.673
DTC Client socket (1) | Creating socket. | 2020-01-07 14:07:23.675
DTC Client socket (1) | Connecting to IP: 216.1.90.130. | 2020-01-07 14:07:23.675
DTC Client socket (1) | Connect event error. Windows error code 10060: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond. | 2020-01-07 14:07:44.678 *
DTC Client socket (1) | CloseSocket call. | 2020-01-07 14:07:44.678
DTC Client socket (0) | CloseSocket call. | 2020-01-07 14:07:44.678
SC DTC Delayed Exchange Data | Disconnected from the server. | 2020-01-07 14:07:44.678
SC DTC Delayed Exchange Data | Data feed disconnected. Will reconnect in 2 seconds. | 2020-01-07 14:07:44.678
DTC Client socket (1) | Closed. | 2020-01-07 14:07:44.678
SC DTC Delayed Exchange Data | Connecting to the server ds23.sierracharts.com. Port 10044 | 2020-01-07 14:07:46.677
DTC Client socket (1) | Creating socket. | 2020-01-07 14:07:46.678
DTC Client socket (1) | Connecting to IP: 216.1.90.130. | 2020-01-07 14:07:46.678
HD Request # 10 | Downloading Intraday chart data for ESH20 to the file ESH20.scid. Service: cme | 2020-01-07 14:08:01.133
HD Request # 10 | Download start date-time: 2020-01-07 13:38:18.000 | 2020-01-07 14:08:01.134
HD Request # 10 | Using server: ds21.sierracharts.com port 80 | 2020-01-07 14:08:01.134
Socket (2) | Creating socket. | 2020-01-07 14:08:01.135
Socket (2) | Connecting to IP: 216.1.90.129. | 2020-01-07 14:08:01.135
HD Request # 10 | Setting DTC encoding to Binary VLS | 2020-01-07 14:08:01.213
HD Request # 10 | Sending historical data logon request message. | 2020-01-07 14:08:01.213
HD Request # 10 | Requesting Intraday data. Start date-time: 2020-01-07 13:38:18. Record interval: 0. Symbol: ESH20 | 2020-01-07 14:08:01.687
HD Request # 10 | Decompressing data. | 2020-01-07 14:08:01.720
HD Request # 10 | Receiving Intraday data for ESH20 starting at 2020-01-07 13:38:18 | 2020-01-07 14:08:01.730
HD Request # 10 | Timestamp of first Intraday data file record written: 2020-01-07 13:38:24 | 2020-01-07 14:08:01.731
Socket (2) | CloseSocket call. | 2020-01-07 14:08:01.791
Historical data download thread signaled to stop. | 2020-01-07 14:08:01.791
Socket (2) | Shutdown started. Waiting for graceful close. | 2020-01-07 14:08:01.791
HD Request # 10 | Received 8145 records from 2020-01-07 13:38:18.000 to 2020-01-07 13:58:01.055 (19.7 minutes) and wrote 8105 records for ESH20 | 2020-01-07 14:08:01.792
HD Request # 10 | Completion time: 0s | 2020-01-07 14:08:01.803
HD Request # 10 | Intraday data download complete for ESH20. Unique request ID: 10 | 2020-01-07 14:08:01.803
Removing historical data download ID 10. | 2020-01-07 14:08:01.803
Real-time Intraday chart data file updates started for ESH20 | 2020-01-07 14:08:01.803
Intraday chart data file opened for ESH20 | 2020-01-07 14:08:01.803